Search Results for author: Asaf Cohen

Found 5 papers, 2 papers with code

DEX Specs: A Mean Field Approach to DeFi Currency Exchanges

1 code implementation13 Apr 2024 Erhan Bayraktar, Asaf Cohen, April Nellis

We calibrate the distribution of LP characteristics based on Uniswap data and the equilibrium strategy resulting from this mean-field game produces pool exchange rate dynamics and liquidity evolution consistent with observed pool behavior.

Deep Backward and Galerkin Methods for the Finite State Master Equation

1 code implementation8 Mar 2024 Asaf Cohen, Mathieu Laurière, Ethan Zell

This paper proposes and analyzes two neural network methods to solve the master equation for finite-state mean field games (MFGs).

Learning-based Optimal Admission Control in a Single Server Queuing System

no code implementations21 Dec 2022 Asaf Cohen, Vijay G. Subramanian, Yili Zhang

We show that the algorithm achieves an $O(1)$ regret when all optimal thresholds with full information are non-zero, and achieves an $O(\ln^{1+\epsilon}(N))$ regret for any specified $\epsilon>0$, in the case that an optimal threshold with full information is $0$ (i. e., an optimal policy is to reject all arrivals), where $N$ is the number of arrivals.

Learning a faceted customer segmentation for discovering new business opportunities at Intel

no code implementations27 Nov 2019 Itay Lieder, Meirav Segal, Eran Avidan, Asaf Cohen, Tom Hope

For sales and marketing organizations within large enterprises, identifying and understanding new markets, customers and partners is a key challenge.

Marketing

Universal Anomaly Detection: Algorithms and Applications

no code implementations15 Aug 2015 Shachar Siboni, Asaf Cohen

We evaluate the algorithm on real-world network traces, showing how a universal, low complexity C&C identification system can be built, with high detection rates and low false-alarm probabilities.

Cryptography and Security

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